+1.4%
BA vs PENG
+705.8%
-704.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.1% | +11.2% | +3.8% |
| 7D | +5.9% | -20.5% | +26.4% | +9.7% |
| 30D | -8.2% | -20.4% | +12.2% | -5.8% |
| 3M | -25.4% | -16.4% | -9.0% | -24.8% |
| 6M | -20.0% | +49.2% | -69.2% | -31.9% |
| YTD | -18.5% | +147.2% | -165.7% | -38.4% |
| 1Y | -10.6% | +124.7% | -135.3% | -31.4% |
| 3Y | -9.3% | +230.3% | -239.5% | -39.8% |
| 5Y | -16.9% | +71.4% | -88.3% | -40.8% |
| All | +1.4% | +705.8% | -704.4% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling